Fitting Time Series Models to Fisheries Data to Ascertain Age
Table 3
Parameter estimates for best ARIMA models.
Estimate
Standard error
t value
value
(a)
AR 1
1.6169
0.0559
28.932
<0.0001
AR 2
−0.9253
0.0506
−18.2994
<0.0001
MA 1
−2.063
0.1885
−10.9446
<0.0001
MA 2
1.2442
0.3565
3.4899
0.0009
MA 3
−0.1262
0.1803
−0.7
0.4864
Constant
−0.0051
0.0019
−2.6825
0.0093
(b)
AR 1
0.9625
0.0715
13.4632
<0.0001
AR 2
−0.9573
0.0561
−17.073
<0.0001
MA 1
−0.8789
0.0877
−10.0175
<0.0001
MA 2
1
0.0861
11.6125
<0.0001
Constant
−0.0083
0.0161
−0.5134
0.6094
(a) Parameter estimates for best time series model, ARIMA (2, 1, 3) (bold in Table 2). (b) Parameter estimates for second best time series model, ARIMA (2, 1, 2) (italic in Table 2).